/* --------------------------------------------------------------------------
CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-17 Bradley M. Bell

CppAD is distributed under multiple licenses. This distribution is under
the terms of the
                    Eclipse Public License Version 1.0.

A copy of this license is included in the COPYING file of this distribution.
Please visit http://www.coin-or.org/CppAD/ for information on other licenses.
-------------------------------------------------------------------------- */
/*
$begin simplex_method.cpp$$
$spell
	qp
$$

$section abs_normal simplex_method: Example and Test$$

$head Problem$$
Our original problem is
$latex \[
	\R{minimize} \; | u - 1| \; \R{w.r.t} \; u \in \B{R}
\] $$
We reformulate this as the following problem
$latex \[
\begin{array}{rlr}
	\R{minimize}      & v             & \R{w.r.t} \; (u,v) \in \B{R}^2 \\
	\R{subject \; to} &  u - 1 \leq v \\
	                  &  1 - u \leq v
\end{array}
\] $$
We know that the value of $latex v$$ at the solution is greater than
or equal zero. Hence we can reformulate this problem as
$latex \[
\begin{array}{rlr}
\R{minimize}      & v             & \R{w.r.t} \; ( u_- , u_+ , v) \in \B{R}_+^3 \\
\R{subject \; to} & u_+ - u_- - 1  \leq v \\
	              &  1 - u_+ + u_- \leq v
\end{array}
\] $$
This is equivalent to
$latex \[
\begin{array}{rlr}
	\R{minimize}
	& (0, 0, 1) \cdot ( u_+, u_- , v)^T  & \R{w.r.t} \; (u,v) \in \B{R}_+^3 \\
\R{subject \; to}
	&
	\left( \begin{array}{ccc}
		+1 & -1 & -1 \\
		-1 & +1 & +1
	\end{array} \right)
	\left( \begin{array}{c} u_+ \\ u_- \\ v \end{array} \right)
	+
	\left( \begin{array}{c} -1 \\ 1 \end{array} \right)
	\leq
	0
\end{array}
\] $$
which is in the form expected by $cref simplex_method$$.


$head Source$$
$srcfile%example/abs_normal/simplex_method.cpp%
	0%// BEGIN C++%// END C++%
1%$$

$end
*/
// BEGIN C++
# include <limits>
# include <cppad/utility/vector.hpp>
# include "simplex_method.hpp"

bool simplex_method(void)
{	bool ok = true;
	typedef CppAD::vector<double> vector;
	double eps99 = 99.0 * std::numeric_limits<double>::epsilon();
	//
	size_t n = 3;
	size_t m = 2;
	vector A(m * n), b(m), c(n), xout(n);
	A[ 0 * n + 0 ] =  1.0; // A(0,0)
	A[ 0 * n + 1 ] = -1.0; // A(0,1)
	A[ 0 * n + 2 ] = -1.0; // A(0,2)
	//
	A[ 1 * n + 0 ] = -1.0; // A(1,0)
	A[ 1 * n + 1 ] = +1.0; // A(1,1)
	A[ 1 * n + 2 ] = -1.0; // A(1,2)
	//
	b[0]           = -1.0;
	b[1]           =  1.0;
	//
	c[0]           =  0.0;
	c[1]           =  0.0;
	c[2]           =  1.0;
	//
	size_t maxitr  = 10;
	size_t level   = 0;
	//
	ok &= CppAD::simplex_method(level, A, b, c,  maxitr, xout);
	//
	// check optimal value for u
	ok &= std::fabs( xout[0] - 1.0 ) < eps99;
	//
	// check optimal value for v
	ok &= std::fabs( xout[1] ) < eps99;
	//
	return ok;
}
// END C++
